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WING vs. MCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WING and MCD is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

WING vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wingstop Inc. (WING) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WING:

-0.41

MCD:

0.88

Sortino Ratio

WING:

-0.25

MCD:

1.38

Omega Ratio

WING:

0.96

MCD:

1.18

Calmar Ratio

WING:

-0.39

MCD:

1.09

Martin Ratio

WING:

-0.72

MCD:

3.58

Ulcer Index

WING:

27.91%

MCD:

5.23%

Daily Std Dev

WING:

50.21%

MCD:

20.26%

Max Drawdown

WING:

-61.13%

MCD:

-73.62%

Current Drawdown

WING:

-27.87%

MCD:

-2.12%

Fundamentals

Market Cap

WING:

$8.55B

MCD:

$220.72B

EPS

WING:

$5.97

MCD:

$11.29

PE Ratio

WING:

51.30

MCD:

27.24

PEG Ratio

WING:

4.03

MCD:

2.73

PS Ratio

WING:

13.12

MCD:

8.59

PB Ratio

WING:

0.00

MCD:

0.00

Total Revenue (TTM)

WING:

$651.11M

MCD:

$25.71B

Gross Profit (TTM)

WING:

$365.39M

MCD:

$14.61B

EBITDA (TTM)

WING:

$279.85M

MCD:

$13.88B

Returns By Period

The year-to-date returns for both investments are quite close, with WING having a 8.68% return and MCD slightly higher at 9.11%.


WING

YTD

8.68%

1M

37.31%

6M

-6.51%

1Y

-20.47%

5Y*

21.73%

10Y*

N/A

MCD

YTD

9.11%

1M

0.64%

6M

6.58%

1Y

17.63%

5Y*

15.27%

10Y*

15.26%

*Annualized

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Risk-Adjusted Performance

WING vs. MCD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WING
The Risk-Adjusted Performance Rank of WING is 2929
Overall Rank
The Sharpe Ratio Rank of WING is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of WING is 2828
Sortino Ratio Rank
The Omega Ratio Rank of WING is 2828
Omega Ratio Rank
The Calmar Ratio Rank of WING is 2525
Calmar Ratio Rank
The Martin Ratio Rank of WING is 3434
Martin Ratio Rank

MCD
The Risk-Adjusted Performance Rank of MCD is 7979
Overall Rank
The Sharpe Ratio Rank of MCD is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of MCD is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MCD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MCD is 8585
Calmar Ratio Rank
The Martin Ratio Rank of MCD is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WING vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wingstop Inc. (WING) and McDonald's Corporation (MCD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current WING Sharpe Ratio is -0.41, which is lower than the MCD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of WING and MCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

WING vs. MCD - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.42%, less than MCD's 2.19% yield.


TTM20242023202220212020201920182017201620152014
WING
Wingstop Inc.
0.42%0.34%0.32%3.43%0.36%4.04%0.46%10.19%0.36%9.80%0.00%0.00%
MCD
McDonald's Corporation
2.19%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%

Drawdowns

WING vs. MCD - Drawdown Comparison

The maximum WING drawdown since its inception was -61.13%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for WING and MCD. For additional features, visit the drawdowns tool.


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Volatility

WING vs. MCD - Volatility Comparison

Wingstop Inc. (WING) has a higher volatility of 17.81% compared to McDonald's Corporation (MCD) at 5.74%. This indicates that WING's price experiences larger fluctuations and is considered to be riskier than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

WING vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between Wingstop Inc. and McDonald's Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
171.09M
5.96B
(WING) Total Revenue
(MCD) Total Revenue
Values in USD except per share items

WING vs. MCD - Profitability Comparison

The chart below illustrates the profitability comparison between Wingstop Inc. and McDonald's Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%20212022202320242025
48.2%
56.0%
(WING) Gross Margin
(MCD) Gross Margin
WING - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Wingstop Inc. reported a gross profit of 82.46M and revenue of 171.09M. Therefore, the gross margin over that period was 48.2%.

MCD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, McDonald's Corporation reported a gross profit of 3.34B and revenue of 5.96B. Therefore, the gross margin over that period was 56.0%.

WING - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Wingstop Inc. reported an operating income of 38.26M and revenue of 171.09M, resulting in an operating margin of 22.4%.

MCD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, McDonald's Corporation reported an operating income of 2.65B and revenue of 5.96B, resulting in an operating margin of 44.5%.

WING - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Wingstop Inc. reported a net income of 92.27M and revenue of 171.09M, resulting in a net margin of 53.9%.

MCD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, McDonald's Corporation reported a net income of 1.87B and revenue of 5.96B, resulting in a net margin of 31.4%.